Smart About Risk  
Market Risk

Market Risk

The seminar Market Risk is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements.

Objectives of the seminar

The seminar is focused on all types of market risk (i.e. volatility of FX rates, interest rates and stock and commodity price fluctuations). Participants will get acquainted with traditional and modern methods of measuring and managing market risk, such as the open position, gap analysis, back testing, stress testing and Value at Risk.

For whom it is intended

The seminar is intended for specialists from large and mid-sized companies whose operations are affected by market risk and for specialists from banks, insurance companies, pension and investment funds who deal with market risk and investment.


 

Seminar content

  1. Elements of market risks
  2. Identification of market risk
  3. Valuation of market instruments
  4. Overview of methods of market risk management
  5. Value at risk
  6. Use of VaR within Basel II
  7. Back testing
  8. Stress testing
  9. Possibilities of market risk management
  10. Time horizons and their influence on the method of market risk management
  11. Specifics of market risk management for selected entities

Date

Lecturers

Mgr. Ing. Václav Novotný

Ing. Milan Říha, Market Risk Management Department Manager, UniCredit Bank Czech Republic and Slovakia, a. s.

Milan Říha is responsible for the methodology and monitoring of market risk and liquidity indicators, valuation of derivatives, calculation of profits and losses from Treasury trades, development of new products, management of collateral from Treasury trades and counterparty risk. In the past, he was responsible for trading derivatives and other financial products on the interbank market. He has been working at UniCredit since 2000, in his current position since 2003.
Milan Říha graduated from the Faculty of Mechanical Engineering of the Czech Technical University.

 

In addition to expert seminars, Advanced Risk Management, s.r.o. offers consultancy services in the area of Market Risk.

Our company also developed specialized software CADCalc® Market for efficient management of market risk.